+42.4%
EEM vs AFRM
-20.7%
+63.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +3.1% | +3.1% | 0.0% | +2.8% |
| 30D | +4.9% | -4.2% | +9.1% | +5.1% |
| 3M | +5.2% | +10.1% | -4.9% | +4.2% |
| 6M | +20.7% | +39.4% | -18.7% | +17.1% |
| YTD | +26.5% | -3.2% | +29.6% | +25.8% |
| 1Y | +37.8% | -16.1% | +53.9% | +38.0% |
| 3Y | +91.0% | +220.8% | -129.8% | +64.2% |
| 5Y | +47.0% | -17.7% | +64.7% | +26.0% |
| All | +42.4% | -20.7% | +63.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling